Here is my code to draw a line with a SolidBursh:
Brush aGradientBrush = new SolidBrush(Color.Black);
gdPrintImage.DrawLine(new Pen(aGradientBrush), 20, 20, 20, 100);
But it seem the line is not really solid color, check the picture:

The color like the gradient.
The line is solid, and is 1 pixels wide.
You are viewing the resulting image at 3000% magnification in what I assume is an image viewer which applies image interpolation when zooming.
View the resulting image in a non-interpolating image viewer and you will see it is solid.